+100.5%
ENB vs PEGA
+170.9%
-70.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -0.3% | -6.1% | +5.8% | +0.5% |
| 30D | -1.1% | +6.4% | -7.5% | -2.0% |
| 3M | -8.5% | +2.9% | -11.4% | -9.4% |
| 6M | -4.5% | -23.8% | +19.3% | -1.9% |
| YTD | +9.1% | -41.1% | +50.2% | +15.7% |
| 1Y | +8.0% | -38.2% | +46.2% | +13.2% |
| 3Y | +77.8% | +49.8% | +28.0% | +51.6% |
| 5Y | +69.4% | -48.0% | +117.4% | +80.2% |
| 10Y | +100.5% | +173.1% | -72.7% | +42.4% |
| All | +100.5% | +170.9% | -70.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling